-27.2%
JHX vs GAP
+8.7%
-35.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.4% |
| 7D | -6.3% | -4.1% | -2.2% | -5.5% |
| 30D | -7.7% | +6.2% | -14.0% | -9.0% |
| 3M | +19.2% | -0.7% | +19.9% | +18.9% |
| 6M | +38.3% | -7.1% | +45.4% | +39.5% |
| YTD | +37.2% | -14.1% | +51.3% | +40.0% |
| 1Y | +42.3% | -8.5% | +50.8% | +43.1% |
| 3Y | -4.4% | +115.4% | -119.8% | -23.9% |
| All | -27.2% | +8.7% | -35.9% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling